Hi,
To import a SQL file you need to launch mysql client program from mysql directory.
Mysql klient program is called mysql.exe and usualy it is in "Program files\Mysql\Bin" directory.
In case the SQL file is a datadump from some database, you will need to create a database first.
1 step: create database:
mysql.exe -u root
mysql> create database new_data;
mysql>quit
2 step: import data:
mysql.exe -u root new_data < your_file.sql
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